TY  - JOUR
AU  - Fouque, Jean-Pierre
AU  - Han, Chuan-Hsiang
TI  - A martingale control variate method for option pricing with stochastic volatility
JO  - ESAIM: Probability and Statistics
PY  - 2007
SP  - 40
EP  - 54
VL  - 11
PB  - EDP-Sciences
UR  - http://www.numdam.org/articles/10.1051/ps:2007005/
DO  - 10.1051/ps:2007005
LA  - en
ID  - PS_2007__11__40_0
ER  -